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False discoveries in the performance of Australian managed funds
Kim, Sangbae; In, Francis Haeuck; Ji, Philip Inyeob; … - In: Pacific-Basin finance journal 26 (2014), pp. 244-256
Persistent link: https://www.econbiz.de/10010498736
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Competition of socially responsible and conventional mutual funds and its impact on fund performance
In, Francis Haeuck; Kim, Martin; Park, Jonghyeon; Kim, … - In: Journal of banking & finance 44 (2014), pp. 160-176
Persistent link: https://www.econbiz.de/10010410924
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The long-term impact of sovereign wealth fund investments
Park, Jonghyeon; Xu, Simon; In, Francis Haeuck; Ji, … - In: Journal of financial markets 45 (2019), pp. 115-138
Persistent link: https://www.econbiz.de/10012317498
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Competition of socially responsible and conventional mutual funds and its impact on fund performance
In, Francis; Kim, Martin; Park, Raphael Jonghyeon; Kim, … - In: Journal of Banking & Finance 44 (2014) C, pp. 160-176
This paper examines the impact of both socially responsible (SR) and conventional entrant funds on SR incumbent funds using an overlap in portfolio holdings to measure the impact of competition in the US mutual fund industry. This paper’s findings indicate that over the past decade the...
Persistent link: https://www.econbiz.de/10010785407
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An empirical evaluation of the balanced growth hypothesis : evidence from Australia
Ji, Philip Inyeob; Park, Jonghyeon - In: Korea and the world economy 12 (2011) 2, pp. 341-365
Persistent link: https://www.econbiz.de/10009755161
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Mean-reversion in closed-end fund discount : evidence from half-life
Ji, Philip Inyeob; Kim, Sangbae - In: Applied economics 45 (2013) 31/33, pp. 4503-4515
Persistent link: https://www.econbiz.de/10010225051
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The hedge ratio and the empirical relationship between the stock and futures markets : a new approach using wavelet analysis
In, Francis Haeuck; Kim, Sangbae - In: The journal of business : B 79 (2006) 2, pp. 799-820
Persistent link: https://www.econbiz.de/10003310384
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On the relationship between changes in stock prices and bond yields in the G7 countries : wavelet analysis
Kim, Sangbae; In, Francis Haeuck - In: Journal of international financial markets, … 17 (2007) 2, pp. 167-179
Persistent link: https://www.econbiz.de/10003441596
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Multiscale hedge ratio between the Australian stock and futures markets : evidence from wavelet analysis
In, Francis Haeuck; Kim, Sangbae - In: Journal of multinational financial management 16 (2006) 4, pp. 411-423
Persistent link: https://www.econbiz.de/10003374049
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A note on the relationship between Fama-French risk factors and innovations of ICAPM state variables
In, Francis Haeuck; Kim, Sangbae - In: Finance research letters 4 (2007) 3, pp. 165-171
Persistent link: https://www.econbiz.de/10003702375